For black box testing, I was hoping that I could replicate the ADX + DI+ and DI- indicators that are provided in trading platforms such as ThinkOrSwim, ScottradeElite etc.
However, I noticed that even after applying the formula I found on WikiPedia, I noticed that initially calculated data tends to be off by a large margin when compared to ThinkOrSwim or ScottradeElite.
Example spreadsheet is based on HIMX @ Google Drive. In the spreadsheet, you will see the ADX + DI oscillators that I calculated. Here is the screenshot of my calculated ADX + DI
Below is the screenshot based on ScottradeElite and ThinkOrSwim for HIMX
The period for the ADX & DI are 14 periods.
I have been spending countless hours, trying to figure out why my calculated results would deviate from the existing trading platforms. However, I have not been able to spot mistake. Can anyone help me out by pointing out what I am missing? Thanks a bunch!